CME Canadian Dollar Future September 2013


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 0.9696 0.9663 -0.0033 -0.3% 0.9616
High 0.9705 0.9683 -0.0022 -0.2% 0.9724
Low 0.9656 0.9635 -0.0021 -0.2% 0.9564
Close 0.9660 0.9671 0.0011 0.1% 0.9723
Range 0.0049 0.0048 -0.0001 -2.0% 0.0160
ATR 0.0065 0.0064 -0.0001 -1.8% 0.0000
Volume 48,308 43,498 -4,810 -10.0% 321,032
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9807 0.9787 0.9697
R3 0.9759 0.9739 0.9684
R2 0.9711 0.9711 0.9680
R1 0.9691 0.9691 0.9675 0.9701
PP 0.9663 0.9663 0.9663 0.9668
S1 0.9643 0.9643 0.9667 0.9653
S2 0.9615 0.9615 0.9662
S3 0.9567 0.9595 0.9658
S4 0.9519 0.9547 0.9645
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0150 1.0097 0.9811
R3 0.9990 0.9937 0.9767
R2 0.9830 0.9830 0.9752
R1 0.9777 0.9777 0.9738 0.9804
PP 0.9670 0.9670 0.9670 0.9684
S1 0.9617 0.9617 0.9708 0.9644
S2 0.9510 0.9510 0.9694
S3 0.9350 0.9457 0.9679
S4 0.9190 0.9297 0.9635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9724 0.9578 0.0146 1.5% 0.0065 0.7% 64% False False 58,797
10 0.9745 0.9564 0.0181 1.9% 0.0063 0.7% 59% False False 60,459
20 0.9749 0.9564 0.0185 1.9% 0.0058 0.6% 58% False False 60,104
40 0.9808 0.9409 0.0399 4.1% 0.0070 0.7% 66% False False 69,235
60 0.9846 0.9409 0.0437 4.5% 0.0073 0.8% 60% False False 51,977
80 0.9955 0.9409 0.0546 5.6% 0.0068 0.7% 48% False False 39,095
100 0.9955 0.9409 0.0546 5.6% 0.0063 0.7% 48% False False 31,304
120 0.9955 0.9409 0.0546 5.6% 0.0059 0.6% 48% False False 26,116
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9887
2.618 0.9809
1.618 0.9761
1.000 0.9731
0.618 0.9713
HIGH 0.9683
0.618 0.9665
0.500 0.9659
0.382 0.9653
LOW 0.9635
0.618 0.9605
1.000 0.9587
1.618 0.9557
2.618 0.9509
4.250 0.9431
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 0.9667 0.9677
PP 0.9663 0.9675
S1 0.9659 0.9673

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These figures are updated between 7pm and 10pm EST after a trading day.

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